+26,381.5%
CTAS vs GSK
+1,731.5%
+24,649.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.3% |
| 7D | -0.8% | -1.1% | +0.3% | -0.4% |
| 30D | +10.7% | +7.8% | +2.9% | +7.8% |
| 3M | +11.0% | +0.3% | +10.7% | +10.6% |
| 6M | +38.7% | +3.4% | +35.3% | +36.6% |
| YTD | +21.8% | +5.9% | +15.9% | +18.3% |
| 1Y | +23.6% | +8.2% | +15.3% | +19.1% |
| 3Y | +74.9% | +65.3% | +9.7% | +41.9% |
| 5Y | +119.5% | +43.3% | +76.2% | +84.5% |
| 10Y | +820.2% | +102.9% | +717.3% | +580.2% |
| All | +26,381.5% | +1,731.5% | +24,649.9% | +12,565.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling